+231.7%
SPOT vs DRI
+54.1%
+177.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.9% |
| 7D | -6.5% | -4.8% | -1.7% | -5.9% |
| 30D | +2.2% | -3.9% | +6.1% | +2.6% |
| 3M | +5.4% | +5.1% | +0.3% | +4.6% |
| 6M | -4.0% | +5.5% | -9.5% | -4.8% |
| YTD | -9.9% | +16.5% | -26.4% | -13.0% |
| 1Y | -27.3% | +2.0% | -29.3% | -27.8% |
| All | +231.7% | +54.1% | +177.6% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling